daytrend

05/26/2017

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20170526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20170526 Closing)
12.9% of stocks are above yesterday’s high.
40.6% are above yesterday’s midpoint. (59.4% are below.)
22.9% are below yesterday’s low.
64.2% are inside yesterday’s range.
28.4% of stocks with today’s high > yesterday’s high. (71.6% less than).
51.6% of stocks with today’s low < yesterday’s low. (48.4% greater than).

EVIDENCE OF INTRADAY TREND (20170526 Closing)
46.6% of stocks are above today’s open. (52.1% are below).
38.3% of stocks are above today’s open and yesterday’s close.
46.7% are below both.
3.9% of stocks opened above yesterday’s high.
36.7% of stocks opened above yesterday’s close. (56.3% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170526 Closing)
8.9% of stocks are in the top 10% of today’s range.
19.8% are in the top 20%.
51.2% are in the top half. 48.8% of stocks are in the bottom half of today’s range.
17.3% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN (20170526 Closing)
45.8% of stocks are above yesterday’s close. (54.2% are below.)
0.9% are up 4.5% or more. 0.9% are down 4.5% or more.
1.6% are up 3.5% or more. 1.4% are down 3.5% or more.
73.0% are between +1% and -1%.

RSI on DAILY (20170526 Closing)
2-day: >=95:11.7%…>=90:17.3%…>=80:26.9%…>=50:53.8%…<=20:16.5%…<=10:8.2%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:56.9%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:55.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170526 Closing)
12.9% above previous 1 highs, 22.9% below previous 1 lows
11.9% above previous 2 highs, 13.3% below previous 2 lows
10.2% above previous 3 highs, 10.3% below previous 3 lows
9.4% above previous 4 highs, 8.7% below previous 4 lows
9.0% above previous 5 highs, 6.7% below previous 5 lows
8.7% above previous 6 highs, 4.2% below previous 6 lows
7.9% above previous 7 highs, 4.1% below previous 7 lows
6.7% above previous 8 highs, 4.1% below previous 8 lows
6.2% above previous 9 highs, 4.1% below previous 9 lows
6.1% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170526 Closing)
45.8% are above or equal to 5/25 close (1 days ago), 54.2% are below.
54.2% are above or equal to 5/24 close (2 days ago), 45.8% are below.
57.2% are above or equal to 5/23 close (3 days ago), 42.8% are below.
57.9% are above or equal to 5/22 close (4 days ago), 42.1% are below.
65.1% are above or equal to 5/19 close (5 days ago), 34.9% are below.
74.6% are above or equal to 5/18 close (6 days ago), 25.4% are below.
76.6% are above or equal to 5/17 close (7 days ago), 23.4% are below.
52.7% are above or equal to 5/16 close (8 days ago), 47.3% are below.
51.2% are above or equal to 5/15 close (9 days ago), 48.8% are below.
60.0% are above or equal to 5/12 close (10 days ago), 40.0% are below.
55.0% are above or equal to 5/11 close (11 days ago), 45.0% are below.
48.1% are above or equal to 5/10 close (12 days ago), 51.9% are below.
54.3% are above or equal to 5/9 close (13 days ago), 45.7% are below.
53.5% are above or equal to 5/8 close (14 days ago), 46.5% are below.
49.8% are above or equal to 5/5 close (15 days ago), 50.2% are below.
57.0% are above or equal to 5/4 close (16 days ago), 43.0% are below.
54.3% are above or equal to 5/3 close (17 days ago), 45.7% are below.
50.7% are above or equal to 5/2 close (18 days ago), 49.3% are below.
50.4% are above or equal to 5/1 close (19 days ago), 49.6% are below.
51.2% are above or equal to 4/28 close (20 days ago), 48.8% are below.
45.2% are above or equal to 4/27 close (21 days ago), 54.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170526 Closing)
20d: 8.5% new highs, 7.2% new lows
21d: 8.2% new highs, 7.0% new lows
42d: 7.6% new highs, 5.0% new lows
63d: 6.9% new highs, 4.5% new lows
126d: 6.5% new highs, 4.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170526 Closing)
2-day: 43.4% above, 56.6% below
3-day: 49.2% above, 50.8% below
4-day: 52.8% above, 47.2% below
5-day: 54.0% above, 46.0% below
8-day: 66.1% above, 33.9% below
10-day: 61.4% above, 38.6% below
20-day: 55.2% above, 44.8% below
50-day: 54.7% above, 45.3% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170526 Closing)
COHW(38): 0.29% Top=INFN PSTG ACIA CIEN FNSR VIAV UBNT S ….. ARRS VSAT BBRY ANET STX QCOM NTAP VG=Bottom (Computer Hardware/Telecom)
INSU(32): 0.28% Top=AFSI MBI FNF RDN AIG MTG AGO L ….. TMK AJG CINF UNM LNC PRU HIG CLGX=Bottom (Insurance)
CONS(52): 0.22% Top=SKX WWW HBI GT COTY MAT UAA KS ….. FBHS SPB TUP RL WHR LULU PVH FOSL=Bottom (Consumer)
ENER(84): 0.10% Top=REN MTDR CRC PTEN CXO CVE RRC FRAC ….. HK RDC NBR ETE MPLX SM HFC SN=Bottom (Energy)
CHEM(28): 0.10% Top=MOS AGU POT DOW AXTA DD CC PAH ….. CBT CE GRA ASH HUN OLN VSM SMG=Bottom (Chemicals/Fertilizers)
LEIS(37): 0.06% Top=JACK WYNN CCL RRR BLMN QSR DNKN RCL ….. TXRH EXPE SEAS SHAK GPRO SONC HGV WEN=Bottom (Leisure)
META(26): 0.05% Top=NEM AEM WPM GG CCJ RGLD PAAS TECK ….. SLCA FCX NUE CMC CLF STLD X CNX=Bottom (Metals & Mining)
COSW(80): 0.03% Top=NTNX VEEV ZEN GRUB SINA MULE IAC TWTR ….. ATVI SABR TTWO TRIP CSRA VIPS SNAP SPLK=Bottom (Computer Software/Internet)
TRAN(27): -0.03% Top=TK KSU NSC AAL GWR DAL UNP JBLU ….. TRN ODFL CHRW XPO WAB SWFT SNDR BRS=Bottom (Transportation)
ELEC(47): -0.04% Top=MRVL OCLR AMKR NVDA MXL SNPS AMAT CRUS ….. CREE MSCC CY JBL PI FSLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -0.05% Top=BIG GES W ETSY ORLY GPS COST RH ….. MELI SIG BURL BBY CHS ANF GME SHLD=Bottom (Retail & Specialty Retail)
DISV(48): -0.08% Top=FLT ULTA YY TRU INFO TAL ATHN MYGN ….. RBA SERV KBR RRD CNDT CAR R AMN=Bottom (Diversified Services)
FINA(87): -0.21% Top=SLM FII LAZ DFS NAVI SYF WDR ISBC ….. ZION YRD EWBC OZRK WU SIVB PSEC CIT=Bottom (Banks/Financials)
HEAL(43): -0.34% Top=ABT ANTM PRXL MZOR ALGN A SYK TMO ….. ACHC UHS HLS LH IART CYH DVA IRWD=Bottom (Health)
MANU(35): -0.36% Top=CFX TTC ITT CAT CMI FLS TEX MWA ….. MHK MRC EMR AOS ATI XYL DDD JKS=Bottom (Manufacturing)
MATE(27): -0.37% Top=USG FAST JELD RSG WM PWR KBH EXP ….. WY CAA FLR TOL MLM VMC SRCL FRTA=Bottom (Materials & Construction)
REAL(101): -0.68% Top=SC BAM GLPI RLGY NNN SUI INN RLJ ….. KRG SRC SPG MAC CCP CBL GGP PEI=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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